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<li class="chapter" data-level="" data-path="index.html"><a href="index.html"><i class="fa fa-check"></i>序</a></li>
<li class="chapter" data-level="1" data-path="PanelData.html"><a href="PanelData.html"><i class="fa fa-check"></i><b>1</b> 面板数据</a><ul>
<li class="chapter" data-level="1.1" data-path="PanelData.html"><a href="PanelData.html#一句话tips"><i class="fa fa-check"></i><b>1.1</b> 一句话Tips</a></li>
<li class="chapter" data-level="1.2" data-path="PanelData.html"><a href="PanelData.html#plm包"><i class="fa fa-check"></i><b>1.2</b> <code>plm</code>包</a></li>
<li class="chapter" data-level="1.3" data-path="PanelData.html"><a href="PanelData.html#动态面板阈值估计r语言中有一个包dtp其估计函数为"><i class="fa fa-check"></i><b>1.3</b> 动态面板阈值估计：R语言中有一个包<code>dtp</code>，其估计函数为：</a></li>
</ul></li>
<li class="chapter" data-level="2" data-path="TS.html"><a href="TS.html"><i class="fa fa-check"></i><b>2</b> 普通回归和时间序列序列</a><ul>
<li class="chapter" data-level="2.1" data-path="TS.html"><a href="TS.html#一句话tips-1"><i class="fa fa-check"></i><b>2.1</b> 一句话Tips</a></li>
<li class="chapter" data-level="2.2" data-path="TS.html"><a href="TS.html#gmm估计"><i class="fa fa-check"></i><b>2.2</b> GMM估计</a></li>
<li class="chapter" data-level="2.3" data-path="TS.html"><a href="TS.html#季节调整"><i class="fa fa-check"></i><b>2.3</b> 季节调整</a><ul>
<li class="chapter" data-level="2.3.1" data-path="TS.html"><a href="TS.html#r中有x12包可以做季节处理"><i class="fa fa-check"></i><b>2.3.1</b> R中有<code>x12</code>包可以做季节处理</a></li>
<li class="chapter" data-level="2.3.2" data-path="TS.html"><a href="TS.html#seasonal包有x13处理更加便捷"><i class="fa fa-check"></i><b>2.3.2</b> <code>seasonal</code>包有x13处理，更加便捷</a></li>
</ul></li>
</ul></li>
<li class="chapter" data-level="3" data-path="DataProcess.html"><a href="DataProcess.html"><i class="fa fa-check"></i><b>3</b> 数据处理</a><ul>
<li class="chapter" data-level="3.1" data-path="DataProcess.html"><a href="DataProcess.html#一句话tips-2"><i class="fa fa-check"></i><b>3.1</b> 一句话Tips</a></li>
<li class="chapter" data-level="3.2" data-path="DataProcess.html"><a href="DataProcess.html#rjsdmx包下载世界各大数据库数据"><i class="fa fa-check"></i><b>3.2</b> <code>RJSDMX</code>包下载世界各大数据库数据</a></li>
<li class="chapter" data-level="3.3" data-path="DataProcess.html"><a href="DataProcess.html#前向后向线性和样条插值"><i class="fa fa-check"></i><b>3.3</b> 前向、后向、线性和样条插值</a><ul>
<li class="chapter" data-level="3.3.1" data-path="DataProcess.html"><a href="DataProcess.html#signal包"><i class="fa fa-check"></i><b>3.3.1</b> <code>signal</code>包</a></li>
</ul></li>
</ul></li>
<li class="chapter" data-level="4" data-path="统计.html"><a href="统计.html"><i class="fa fa-check"></i><b>4</b> 统计</a><ul>
<li class="chapter" data-level="4.1" data-path="统计.html"><a href="统计.html#一句话tips-3"><i class="fa fa-check"></i><b>4.1</b> 一句话Tips</a></li>
<li class="chapter" data-level="4.2" data-path="统计.html"><a href="统计.html#mcmc算法"><i class="fa fa-check"></i><b>4.2</b> MCMC算法</a><ul>
<li class="chapter" data-level="4.2.1" data-path="统计.html"><a href="统计.html#吉布斯抽样原理"><i class="fa fa-check"></i><b>4.2.1</b> 吉布斯抽样原理</a></li>
<li class="chapter" data-level="4.2.2" data-path="统计.html"><a href="统计.html#一些共轭先验分布的结论"><i class="fa fa-check"></i><b>4.2.2</b> 一些共轭先验分布的结论</a></li>
<li class="chapter" data-level="4.2.3" data-path="统计.html"><a href="统计.html#一个吉布斯抽样的典型案例"><i class="fa fa-check"></i><b>4.2.3</b> 一个吉布斯抽样的典型案例</a></li>
<li class="chapter" data-level="4.2.4" data-path="统计.html"><a href="统计.html#metropolis-和-m-h算法"><i class="fa fa-check"></i><b>4.2.4</b> Metropolis 和 M-H算法</a></li>
<li class="chapter" data-level="4.2.5" data-path="统计.html"><a href="统计.html#一些带贝叶斯估计的r包使用报告"><i class="fa fa-check"></i><b>4.2.5</b> 一些带贝叶斯估计的R包使用报告</a></li>
</ul></li>
</ul></li>
<li class="chapter" data-level="5" data-path="rawR.html"><a href="rawR.html"><i class="fa fa-check"></i><b>5</b> 原生的R</a><ul>
<li class="chapter" data-level="5.1" data-path="rawR.html"><a href="rawR.html#一句话tips-4"><i class="fa fa-check"></i><b>5.1</b> 一句话Tips</a></li>
<li class="chapter" data-level="5.2" data-path="rawR.html"><a href="rawR.html#平行计算"><i class="fa fa-check"></i><b>5.2</b> 平行计算</a></li>
<li class="chapter" data-level="5.3" data-path="rawR.html"><a href="rawR.html#类和方法"><i class="fa fa-check"></i><b>5.3</b> 类和方法</a><ul>
<li class="chapter" data-level="5.3.1" data-path="rawR.html"><a href="rawR.html#s3类"><i class="fa fa-check"></i><b>5.3.1</b> S3类</a></li>
</ul></li>
<li class="chapter" data-level="5.4" data-path="rawR.html"><a href="rawR.html#打印到文件"><i class="fa fa-check"></i><b>5.4</b> 打印到文件</a></li>
<li class="chapter" data-level="5.5" data-path="rawR.html"><a href="rawR.html#apply函数族"><i class="fa fa-check"></i><b>5.5</b> <code>apply</code>函数族</a></li>
<li class="chapter" data-level="5.6" data-path="rawR.html"><a href="rawR.html#linux中的r"><i class="fa fa-check"></i><b>5.6</b> Linux中的R</a><ul>
<li class="chapter" data-level="5.6.1" data-path="rawR.html"><a href="rawR.html#如何修改.rprofile"><i class="fa fa-check"></i><b>5.6.1</b> 如何修改<code>.Rprofile</code>？</a></li>
</ul></li>
</ul></li>
<li class="chapter" data-level="6" data-path="Eco.html"><a href="Eco.html"><i class="fa fa-check"></i><b>6</b> 经济学中的各种专业计算</a><ul>
<li class="chapter" data-level="6.1" data-path="Eco.html"><a href="Eco.html#一句话tips-5"><i class="fa fa-check"></i><b>6.1</b> 一句话Tips</a></li>
<li class="chapter" data-level="6.2" data-path="Eco.html"><a href="Eco.html#wwz的贸易增加值分解"><i class="fa fa-check"></i><b>6.2</b> wwz的贸易增加值分解</a></li>
</ul></li>
<li class="chapter" data-level="7" data-path="math.html"><a href="math.html"><i class="fa fa-check"></i><b>7</b> 数学计算</a><ul>
<li class="chapter" data-level="7.1" data-path="math.html"><a href="math.html#一句话tips-6"><i class="fa fa-check"></i><b>7.1</b> 一句话Tips</a></li>
<li class="chapter" data-level="7.2" data-path="math.html"><a href="math.html#数值优化"><i class="fa fa-check"></i><b>7.2</b> 数值优化</a></li>
</ul></li>
<li class="chapter" data-level="8" data-path="ML.html"><a href="ML.html"><i class="fa fa-check"></i><b>8</b> 机器学习和微观计量</a><ul>
<li class="chapter" data-level="8.1" data-path="ML.html"><a href="ML.html#一句话tips-7"><i class="fa fa-check"></i><b>8.1</b> 一句话Tips</a></li>
<li class="chapter" data-level="8.2" data-path="ML.html"><a href="ML.html#roc曲线绘制"><i class="fa fa-check"></i><b>8.2</b> ROC曲线绘制</a></li>
<li class="chapter" data-level="8.3" data-path="ML.html"><a href="ML.html#randomforestsrc包使用报告"><i class="fa fa-check"></i><b>8.3</b> <code>randomForestSRC</code>包使用报告</a></li>
</ul></li>
<li class="chapter" data-level="9" data-path="otherSF.html"><a href="otherSF.html"><i class="fa fa-check"></i><b>9</b> 与其他软件的交互</a><ul>
<li class="chapter" data-level="9.1" data-path="otherSF.html"><a href="otherSF.html#一句话tips-8"><i class="fa fa-check"></i><b>9.1</b> 一句话Tips</a></li>
<li class="chapter" data-level="9.2" data-path="otherSF.html"><a href="otherSF.html#r语言调用matlab"><i class="fa fa-check"></i><b>9.2</b> R语言调用Matlab</a><ul>
<li class="chapter" data-level="9.2.1" data-path="otherSF.html"><a href="otherSF.html#强大的r.matlab包"><i class="fa fa-check"></i><b>9.2.1</b> 强大的<code>R.matlab</code>包</a></li>
<li class="chapter" data-level="9.2.2" data-path="otherSF.html"><a href="otherSF.html#其他的一些小办法"><i class="fa fa-check"></i><b>9.2.2</b> 其他的一些小办法</a></li>
</ul></li>
<li class="chapter" data-level="9.3" data-path="otherSF.html"><a href="otherSF.html#r与python的无缝对接"><i class="fa fa-check"></i><b>9.3</b> R与Python的无缝对接</a><ul>
<li class="chapter" data-level="9.3.1" data-path="otherSF.html"><a href="otherSF.html#其他"><i class="fa fa-check"></i><b>9.3.1</b> 其他：</a></li>
</ul></li>
<li class="chapter" data-level="9.4" data-path="otherSF.html"><a href="otherSF.html#与julia的对接"><i class="fa fa-check"></i><b>9.4</b> 与julia的对接</a><ul>
<li class="chapter" data-level="9.4.1" data-path="otherSF.html"><a href="otherSF.html#juliacall包"><i class="fa fa-check"></i><b>9.4.1</b> <code>JuliaCall</code>包</a></li>
</ul></li>
</ul></li>
<li class="chapter" data-level="10" data-path="DrawTips.html"><a href="DrawTips.html"><i class="fa fa-check"></i><b>10</b> 绘图技巧</a><ul>
<li class="chapter" data-level="10.1" data-path="DrawTips.html"><a href="DrawTips.html#d绘图"><i class="fa fa-check"></i><b>10.1</b> 3D绘图</a></li>
</ul></li>
<li class="chapter" data-level="11" data-path="创建包的一些建议.html"><a href="创建包的一些建议.html"><i class="fa fa-check"></i><b>11</b> 创建包的一些建议</a><ul>
<li class="chapter" data-level="11.1" data-path="创建包的一些建议.html"><a href="创建包的一些建议.html#一句话tips-9"><i class="fa fa-check"></i><b>11.1</b> 一句话Tips</a></li>
<li class="chapter" data-level="11.2" data-path="创建包的一些建议.html"><a href="创建包的一些建议.html#使用自己的数据集"><i class="fa fa-check"></i><b>11.2</b> 使用自己的数据集</a></li>
<li class="chapter" data-level="11.3" data-path="创建包的一些建议.html"><a href="创建包的一些建议.html#测试"><i class="fa fa-check"></i><b>11.3</b> 测试</a></li>
<li class="chapter" data-level="11.4" data-path="创建包的一些建议.html"><a href="创建包的一些建议.html#泛型函数"><i class="fa fa-check"></i><b>11.4</b> 泛型函数</a></li>
<li class="chapter" data-level="11.5" data-path="创建包的一些建议.html"><a href="创建包的一些建议.html#其他-1"><i class="fa fa-check"></i><b>11.5</b> 其他</a></li>
</ul></li>
<li class="chapter" data-level="12" data-path="其他-2.html"><a href="其他-2.html"><i class="fa fa-check"></i><b>12</b> 其他</a></li>
<li class="chapter" data-level="" data-path="references.html"><a href="references.html"><i class="fa fa-check"></i>References</a></li>
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<div id="PanelData" class="section level1">
<h1><span class="header-section-number">1</span> 面板数据</h1>
<div id="一句话tips" class="section level2">
<h2><span class="header-section-number">1.1</span> 一句话Tips</h2>
<ul>
<li><code>PSTR</code>:面板平滑转移模型。</li>
<li><code>MSCMT</code>:多个结果变量的合成控制方法的包。</li>
<li>检查面板数据是否平衡：使用<code>table(PanelData[,1:2])</code>或者<code>is.banance</code>。</li>
<li><code>phtt</code>包，交互效应的面板模型，用的Bai (2009)的估计方法。It offers the possibility of analyzing panel data with large dimensions n and T and can be considered when the unobserved heterogeneity effects are time-varying.</li>
</ul>
</div>
<div id="plm包" class="section level2">
<h2><span class="header-section-number">1.2</span> <code>plm</code>包</h2>
<ul>
<li>包中的<code>vcovG</code>函数可以计算聚类标准误。一般这么用:</li>
</ul>
<div class="sourceCode" id="cb1"><pre class="sourceCode r"><code class="sourceCode r"><span id="cb1-1"><a href="PanelData.html#cb1-1"></a><span class="kw">summary</span>(plm, <span class="dt">vcov =</span> <span class="kw">vcovG</span>(plm, <span class="dt">cluster =</span> <span class="st">&#39;group&#39;</span>, <span class="dt">inner =</span> <span class="st">&#39;cluster&#39;</span>))</span></code></pre></div>
<ul>
<li>包中的<code>fixef</code>函数可以返回个体截距项(<code>type = level</code>)。</li>
<li><code>update(object, formula)</code>函数可以更新公式重新估计。</li>
</ul>
</div>
<div id="动态面板阈值估计r语言中有一个包dtp其估计函数为" class="section level2">
<h2><span class="header-section-number">1.3</span> 动态面板阈值估计：R语言中有一个包<code>dtp</code>，其估计函数为：</h2>
<div class="sourceCode" id="cb2"><pre class="sourceCode r"><code class="sourceCode r"><span id="cb2-1"><a href="PanelData.html#cb2-1"></a><span class="kw">data</span>(Mena)</span>
<span id="cb2-2"><a href="PanelData.html#cb2-2"></a>reg&lt;-<span class="kw">dtp</span>(GDPPC <span class="op">~</span><span class="st"> </span>FDI<span class="op">+</span>OPEN<span class="op">|</span>INF<span class="op">|</span>INF,Mena,<span class="dt">index=</span><span class="kw">c</span>(<span class="st">&quot;pays&quot;</span>,<span class="st">&quot;ann&quot;</span>),<span class="dv">4</span>,<span class="dv">2</span>,<span class="fl">0.95</span>,<span class="fl">0.8</span>,<span class="dv">1</span>,<span class="dt">graph =</span> <span class="ot">TRUE</span>)</span>
<span id="cb2-3"><a href="PanelData.html#cb2-3"></a><span class="kw">summary</span>(reg)</span></code></pre></div>
<p>注意：</p>
<ul>
<li>第一根<code>|</code>前的变量是不依赖区制的变量，中间由<code>|</code>夹住的变量是阈值变量，最后一个<code>|</code>后面的变量是依赖区制的变量（好遗憾，貌似只允许一个这样的变量）。</li>
<li><code>initnum</code>参数指的是模型中的内生变量。在动态面板中，一般是因变量的滞后值，因此在数据框中滞后因变量，然后选好该滞后因变量所在列的数字即可。注意，这个数字是在剔除了id和year标识之后的列的序号。</li>
<li>数据上千以后，估计过程有点慢，耐心等待。</li>
<li>输出中包含一个<code>gamma</code>参数，我揣摩是截距项。</li>
</ul>

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